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quickfix43.py
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quickfix43.py
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import quickfix as fix
class Message(fix.Message):
def __init__(self):
fix.Message.__init__(self)
self.getHeader().setField( fix.BeginString("FIX.4.3") )
class Heartbeat(Message):
def __init__(self):
Message.__init__(self)
self.getHeader().setField( fix.MsgType("0") )
class TestRequest(Message):
def __init__(self):
Message.__init__(self)
self.getHeader().setField( fix.MsgType("1") )
class ResendRequest(Message):
def __init__(self):
Message.__init__(self)
self.getHeader().setField( fix.MsgType("2") )
class Reject(Message):
def __init__(self):
Message.__init__(self)
self.getHeader().setField( fix.MsgType("3") )
class SequenceReset(Message):
def __init__(self):
Message.__init__(self)
self.getHeader().setField( fix.MsgType("4") )
class Logout(Message):
def __init__(self):
Message.__init__(self)
self.getHeader().setField( fix.MsgType("5") )
class IOI(Message):
def __init__(self):
Message.__init__(self)
self.getHeader().setField( fix.MsgType("6") )
class NoSecurityAltID(fix.Group):
def __init__(self):
order = fix.IntArray(3)
order[0] = 455
order[1] = 456
order[2] = 0
fix.Group.__init__(self, 454, 455, order)
class NoIOIQualifiers(fix.Group):
def __init__(self):
order = fix.IntArray(2)
order[0] = 104
order[1] = 0
fix.Group.__init__(self, 199, 104, order)
class NoRoutingIDs(fix.Group):
def __init__(self):
order = fix.IntArray(3)
order[0] = 216
order[1] = 217
order[2] = 0
fix.Group.__init__(self, 215, 216, order)
class Advertisement(Message):
def __init__(self):
Message.__init__(self)
self.getHeader().setField( fix.MsgType("7") )
class NoSecurityAltID(fix.Group):
def __init__(self):
order = fix.IntArray(3)
order[0] = 455
order[1] = 456
order[2] = 0
fix.Group.__init__(self, 454, 455, order)
class ExecutionReport(Message):
def __init__(self):
Message.__init__(self)
self.getHeader().setField( fix.MsgType("8") )
class NoPartyIDs(fix.Group):
def __init__(self):
order = fix.IntArray(5)
order[0] = 448
order[1] = 447
order[2] = 452
order[3] = 523
order[4] = 0
fix.Group.__init__(self, 453, 448, order)
class NoSecurityAltID(fix.Group):
def __init__(self):
order = fix.IntArray(3)
order[0] = 455
order[1] = 456
order[2] = 0
fix.Group.__init__(self, 454, 455, order)
class NoStipulations(fix.Group):
def __init__(self):
order = fix.IntArray(3)
order[0] = 233
order[1] = 234
order[2] = 0
fix.Group.__init__(self, 232, 233, order)
class NoContraBrokers(fix.Group):
def __init__(self):
order = fix.IntArray(6)
order[0] = 375
order[1] = 337
order[2] = 437
order[3] = 438
order[4] = 655
order[5] = 0
fix.Group.__init__(self, 382, 375, order)
class NoContAmts(fix.Group):
def __init__(self):
order = fix.IntArray(4)
order[0] = 519
order[1] = 520
order[2] = 521
order[3] = 0
fix.Group.__init__(self, 518, 519, order)
class NoLegs(fix.Group):
def __init__(self):
order = fix.IntArray(44)
order[0] = 600
order[1] = 601
order[2] = 602
order[3] = 603
order[4] = 604
order[5] = 607
order[6] = 608
order[7] = 609
order[8] = 610
order[9] = 611
order[10] = 248
order[11] = 249
order[12] = 250
order[13] = 251
order[14] = 252
order[15] = 253
order[16] = 257
order[17] = 599
order[18] = 596
order[19] = 597
order[20] = 598
order[21] = 254
order[22] = 612
order[23] = 613
order[24] = 614
order[25] = 615
order[26] = 616
order[27] = 617
order[28] = 618
order[29] = 619
order[30] = 620
order[31] = 621
order[32] = 622
order[33] = 623
order[34] = 624
order[35] = 564
order[36] = 565
order[37] = 539
order[38] = 654
order[39] = 566
order[40] = 587
order[41] = 588
order[42] = 637
order[43] = 0
fix.Group.__init__(self, 555, 600, order)
class NoLegSecurityAltID(fix.Group):
def __init__(self):
order = fix.IntArray(3)
order[0] = 605
order[1] = 606
order[2] = 0
fix.Group.__init__(self, 604, 605, order)
class NoNestedPartyIDs(fix.Group):
def __init__(self):
order = fix.IntArray(5)
order[0] = 524
order[1] = 525
order[2] = 538
order[3] = 545
order[4] = 0
fix.Group.__init__(self, 539, 524, order)
class OrderCancelReject(Message):
def __init__(self):
Message.__init__(self)
self.getHeader().setField( fix.MsgType("9") )
class Logon(Message):
def __init__(self):
Message.__init__(self)
self.getHeader().setField( fix.MsgType("A") )
class NoMsgTypes(fix.Group):
def __init__(self):
order = fix.IntArray(3)
order[0] = 372
order[1] = 385
order[2] = 0
fix.Group.__init__(self, 384, 372, order)
class News(Message):
def __init__(self):
Message.__init__(self)
self.getHeader().setField( fix.MsgType("B") )
class NoRoutingIDs(fix.Group):
def __init__(self):
order = fix.IntArray(3)
order[0] = 216
order[1] = 217
order[2] = 0
fix.Group.__init__(self, 215, 216, order)
class NoRelatedSym(fix.Group):
def __init__(self):
order = fix.IntArray(34)
order[0] = 55
order[1] = 65
order[2] = 48
order[3] = 22
order[4] = 454
order[5] = 460
order[6] = 461
order[7] = 167
order[8] = 200
order[9] = 541
order[10] = 224
order[11] = 225
order[12] = 239
order[13] = 226
order[14] = 227
order[15] = 228
order[16] = 255
order[17] = 543
order[18] = 470
order[19] = 471
order[20] = 472
order[21] = 240
order[22] = 202
order[23] = 206
order[24] = 231
order[25] = 223
order[26] = 207
order[27] = 106
order[28] = 348
order[29] = 349
order[30] = 107
order[31] = 350
order[32] = 351
order[33] = 0
fix.Group.__init__(self, 146, 55, order)
class NoSecurityAltID(fix.Group):
def __init__(self):
order = fix.IntArray(3)
order[0] = 455
order[1] = 456
order[2] = 0
fix.Group.__init__(self, 454, 455, order)
class LinesOfText(fix.Group):
def __init__(self):
order = fix.IntArray(4)
order[0] = 58
order[1] = 354
order[2] = 355
order[3] = 0
fix.Group.__init__(self, 33, 58, order)
class Email(Message):
def __init__(self):
Message.__init__(self)
self.getHeader().setField( fix.MsgType("C") )
class NoRoutingIDs(fix.Group):
def __init__(self):
order = fix.IntArray(3)
order[0] = 216
order[1] = 217
order[2] = 0
fix.Group.__init__(self, 215, 216, order)
class NoRelatedSym(fix.Group):
def __init__(self):
order = fix.IntArray(34)
order[0] = 55
order[1] = 65
order[2] = 48
order[3] = 22
order[4] = 454
order[5] = 460
order[6] = 461
order[7] = 167
order[8] = 200
order[9] = 541
order[10] = 224
order[11] = 225
order[12] = 239
order[13] = 226
order[14] = 227
order[15] = 228
order[16] = 255
order[17] = 543
order[18] = 470
order[19] = 471
order[20] = 472
order[21] = 240
order[22] = 202
order[23] = 206
order[24] = 231
order[25] = 223
order[26] = 207
order[27] = 106
order[28] = 348
order[29] = 349
order[30] = 107
order[31] = 350
order[32] = 351
order[33] = 0
fix.Group.__init__(self, 146, 55, order)
class NoSecurityAltID(fix.Group):
def __init__(self):
order = fix.IntArray(3)
order[0] = 455
order[1] = 456
order[2] = 0
fix.Group.__init__(self, 454, 455, order)
class LinesOfText(fix.Group):
def __init__(self):
order = fix.IntArray(4)
order[0] = 58
order[1] = 354
order[2] = 355
order[3] = 0
fix.Group.__init__(self, 33, 58, order)
class NewOrderSingle(Message):
def __init__(self):
Message.__init__(self)
self.getHeader().setField( fix.MsgType("D") )
class NoPartyIDs(fix.Group):
def __init__(self):
order = fix.IntArray(5)
order[0] = 448
order[1] = 447
order[2] = 452
order[3] = 523
order[4] = 0
fix.Group.__init__(self, 453, 448, order)
class NoSecurityAltID(fix.Group):
def __init__(self):
order = fix.IntArray(3)
order[0] = 455
order[1] = 456
order[2] = 0
fix.Group.__init__(self, 454, 455, order)
class NoStipulations(fix.Group):
def __init__(self):
order = fix.IntArray(3)
order[0] = 233
order[1] = 234
order[2] = 0
fix.Group.__init__(self, 232, 233, order)
class NoAllocs(fix.Group):
def __init__(self):
order = fix.IntArray(5)
order[0] = 79
order[1] = 467
order[2] = 539
order[3] = 80
order[4] = 0
fix.Group.__init__(self, 78, 79, order)
class NoNestedPartyIDs(fix.Group):
def __init__(self):
order = fix.IntArray(5)
order[0] = 524
order[1] = 525
order[2] = 538
order[3] = 545
order[4] = 0
fix.Group.__init__(self, 539, 524, order)
class NoTradingSessions(fix.Group):
def __init__(self):
order = fix.IntArray(3)
order[0] = 336
order[1] = 625
order[2] = 0
fix.Group.__init__(self, 386, 336, order)
class NewOrderList(Message):
def __init__(self):
Message.__init__(self)
self.getHeader().setField( fix.MsgType("E") )
class NoOrders(fix.Group):
def __init__(self):
order = fix.IntArray(116)
order[0] = 11
order[1] = 526
order[2] = 67
order[3] = 583
order[4] = 160
order[5] = 453
order[6] = 229
order[7] = 1
order[8] = 581
order[9] = 589
order[10] = 590
order[11] = 591
order[12] = 78
order[13] = 63
order[14] = 64
order[15] = 544
order[16] = 635
order[17] = 21
order[18] = 18
order[19] = 110
order[20] = 111
order[21] = 100
order[22] = 386
order[23] = 81
order[24] = 55
order[25] = 65
order[26] = 48
order[27] = 22
order[28] = 454
order[29] = 460
order[30] = 461
order[31] = 167
order[32] = 200
order[33] = 541
order[34] = 224
order[35] = 225
order[36] = 239
order[37] = 226
order[38] = 227
order[39] = 228
order[40] = 255
order[41] = 543
order[42] = 470
order[43] = 471
order[44] = 472
order[45] = 240
order[46] = 202
order[47] = 206
order[48] = 231
order[49] = 223
order[50] = 207
order[51] = 106
order[52] = 348
order[53] = 349
order[54] = 107
order[55] = 350
order[56] = 351
order[57] = 140
order[58] = 54
order[59] = 401
order[60] = 114
order[61] = 60
order[62] = 232
order[63] = 465
order[64] = 38
order[65] = 152
order[66] = 516
order[67] = 468
order[68] = 469
order[69] = 40
order[70] = 423
order[71] = 44
order[72] = 99
order[73] = 218
order[74] = 220
order[75] = 221
order[76] = 222
order[77] = 235
order[78] = 236
order[79] = 15
order[80] = 376
order[81] = 377
order[82] = 23
order[83] = 117
order[84] = 59
order[85] = 168
order[86] = 432
order[87] = 126
order[88] = 427
order[89] = 12
order[90] = 13
order[91] = 479
order[92] = 497
order[93] = 528
order[94] = 529
order[95] = 582
order[96] = 47
order[97] = 121
order[98] = 120
order[99] = 58
order[100] = 354
order[101] = 355
order[102] = 193
order[103] = 192
order[104] = 640
order[105] = 77
order[106] = 203
order[107] = 210
order[108] = 211
order[109] = 388
order[110] = 389
order[111] = 494
order[112] = 158
order[113] = 159
order[114] = 118
order[115] = 0
fix.Group.__init__(self, 73, 11, order)
class NoPartyIDs(fix.Group):
def __init__(self):
order = fix.IntArray(5)
order[0] = 448
order[1] = 447
order[2] = 452
order[3] = 523
order[4] = 0
fix.Group.__init__(self, 453, 448, order)
class NoSecurityAltID(fix.Group):
def __init__(self):
order = fix.IntArray(3)
order[0] = 455
order[1] = 456
order[2] = 0
fix.Group.__init__(self, 454, 455, order)
class NoStipulations(fix.Group):
def __init__(self):
order = fix.IntArray(3)
order[0] = 233
order[1] = 234
order[2] = 0
fix.Group.__init__(self, 232, 233, order)
class NoAllocs(fix.Group):
def __init__(self):
order = fix.IntArray(5)
order[0] = 79
order[1] = 467
order[2] = 539
order[3] = 80
order[4] = 0
fix.Group.__init__(self, 78, 79, order)
class NoNestedPartyIDs(fix.Group):
def __init__(self):
order = fix.IntArray(5)
order[0] = 524
order[1] = 525
order[2] = 538
order[3] = 545
order[4] = 0
fix.Group.__init__(self, 539, 524, order)
class NoTradingSessions(fix.Group):
def __init__(self):
order = fix.IntArray(3)
order[0] = 336
order[1] = 625
order[2] = 0
fix.Group.__init__(self, 386, 336, order)
class OrderCancelRequest(Message):
def __init__(self):
Message.__init__(self)
self.getHeader().setField( fix.MsgType("F") )
class NoPartyIDs(fix.Group):
def __init__(self):
order = fix.IntArray(5)
order[0] = 448
order[1] = 447
order[2] = 452
order[3] = 523
order[4] = 0
fix.Group.__init__(self, 453, 448, order)
class NoSecurityAltID(fix.Group):
def __init__(self):
order = fix.IntArray(3)
order[0] = 455
order[1] = 456
order[2] = 0
fix.Group.__init__(self, 454, 455, order)
class OrderCancelReplaceRequest(Message):
def __init__(self):
Message.__init__(self)
self.getHeader().setField( fix.MsgType("G") )
class NoPartyIDs(fix.Group):
def __init__(self):
order = fix.IntArray(5)
order[0] = 448
order[1] = 447
order[2] = 452
order[3] = 523
order[4] = 0
fix.Group.__init__(self, 453, 448, order)
class NoSecurityAltID(fix.Group):
def __init__(self):
order = fix.IntArray(3)
order[0] = 455
order[1] = 456
order[2] = 0
fix.Group.__init__(self, 454, 455, order)
class NoAllocs(fix.Group):
def __init__(self):
order = fix.IntArray(5)
order[0] = 79
order[1] = 467
order[2] = 539
order[3] = 80
order[4] = 0
fix.Group.__init__(self, 78, 79, order)
class NoNestedPartyIDs(fix.Group):
def __init__(self):
order = fix.IntArray(5)
order[0] = 524
order[1] = 525
order[2] = 538
order[3] = 545
order[4] = 0
fix.Group.__init__(self, 539, 524, order)
class NoTradingSessions(fix.Group):
def __init__(self):
order = fix.IntArray(3)
order[0] = 336
order[1] = 625
order[2] = 0
fix.Group.__init__(self, 386, 336, order)
class OrderStatusRequest(Message):
def __init__(self):
Message.__init__(self)
self.getHeader().setField( fix.MsgType("H") )
class NoPartyIDs(fix.Group):
def __init__(self):
order = fix.IntArray(5)
order[0] = 448
order[1] = 447
order[2] = 452
order[3] = 523
order[4] = 0
fix.Group.__init__(self, 453, 448, order)
class NoSecurityAltID(fix.Group):
def __init__(self):
order = fix.IntArray(3)
order[0] = 455
order[1] = 456
order[2] = 0
fix.Group.__init__(self, 454, 455, order)
class Allocation(Message):
def __init__(self):
Message.__init__(self)
self.getHeader().setField( fix.MsgType("J") )
class NoSecurityAltID(fix.Group):
def __init__(self):
order = fix.IntArray(3)
order[0] = 455
order[1] = 456
order[2] = 0
fix.Group.__init__(self, 454, 455, order)
class NoPartyIDs(fix.Group):
def __init__(self):
order = fix.IntArray(5)
order[0] = 448
order[1] = 447
order[2] = 452
order[3] = 523
order[4] = 0
fix.Group.__init__(self, 453, 448, order)
class NoOrders(fix.Group):
def __init__(self):
order = fix.IntArray(6)
order[0] = 11
order[1] = 37
order[2] = 198
order[3] = 526
order[4] = 66
order[5] = 0
fix.Group.__init__(self, 73, 11, order)
class NoExecs(fix.Group):
def __init__(self):
order = fix.IntArray(6)
order[0] = 32
order[1] = 17
order[2] = 527
order[3] = 31
order[4] = 29
order[5] = 0
fix.Group.__init__(self, 124, 32, order)
class NoAllocs(fix.Group):
def __init__(self):
order = fix.IntArray(25)
order[0] = 79
order[1] = 366
order[2] = 80
order[3] = 467
order[4] = 81
order[5] = 539
order[6] = 208
order[7] = 209
order[8] = 161
order[9] = 360
order[10] = 361
order[11] = 12
order[12] = 13
order[13] = 479
order[14] = 497
order[15] = 153
order[16] = 154
order[17] = 119
order[18] = 120
order[19] = 155
order[20] = 156
order[21] = 159
order[22] = 160
order[23] = 136
order[24] = 0
fix.Group.__init__(self, 78, 79, order)
class NoNestedPartyIDs(fix.Group):
def __init__(self):
order = fix.IntArray(5)
order[0] = 524
order[1] = 525
order[2] = 538
order[3] = 545
order[4] = 0
fix.Group.__init__(self, 539, 524, order)
class NoMiscFees(fix.Group):
def __init__(self):
order = fix.IntArray(4)
order[0] = 137
order[1] = 138
order[2] = 139
order[3] = 0
fix.Group.__init__(self, 136, 137, order)
class ListCancelRequest(Message):
def __init__(self):
Message.__init__(self)
self.getHeader().setField( fix.MsgType("K") )
class ListExecute(Message):
def __init__(self):
Message.__init__(self)
self.getHeader().setField( fix.MsgType("L") )
class ListStatusRequest(Message):
def __init__(self):
Message.__init__(self)
self.getHeader().setField( fix.MsgType("M") )
class ListStatus(Message):
def __init__(self):
Message.__init__(self)
self.getHeader().setField( fix.MsgType("N") )
class NoOrders(fix.Group):
def __init__(self):
order = fix.IntArray(13)
order[0] = 11
order[1] = 526
order[2] = 14
order[3] = 39
order[4] = 636
order[5] = 151
order[6] = 84
order[7] = 6
order[8] = 103
order[9] = 58
order[10] = 354
order[11] = 355
order[12] = 0
fix.Group.__init__(self, 73, 11, order)
class AllocationAck(Message):
def __init__(self):
Message.__init__(self)
self.getHeader().setField( fix.MsgType("P") )
class NoPartyIDs(fix.Group):
def __init__(self):
order = fix.IntArray(5)
order[0] = 448
order[1] = 447
order[2] = 452
order[3] = 523
order[4] = 0
fix.Group.__init__(self, 453, 448, order)
class DontKnowTrade(Message):
def __init__(self):
Message.__init__(self)
self.getHeader().setField( fix.MsgType("Q") )
class NoSecurityAltID(fix.Group):
def __init__(self):
order = fix.IntArray(3)
order[0] = 455
order[1] = 456
order[2] = 0
fix.Group.__init__(self, 454, 455, order)
class QuoteRequest(Message):
def __init__(self):
Message.__init__(self)
self.getHeader().setField( fix.MsgType("R") )
class NoRelatedSym(fix.Group):
def __init__(self):
order = fix.IntArray(62)
order[0] = 55
order[1] = 65
order[2] = 48
order[3] = 22
order[4] = 454
order[5] = 460
order[6] = 461
order[7] = 167
order[8] = 200
order[9] = 541
order[10] = 224
order[11] = 225
order[12] = 239
order[13] = 226
order[14] = 227
order[15] = 228
order[16] = 255
order[17] = 543
order[18] = 470
order[19] = 471
order[20] = 472
order[21] = 240
order[22] = 202
order[23] = 206
order[24] = 231
order[25] = 223
order[26] = 207
order[27] = 106
order[28] = 348
order[29] = 349
order[30] = 107
order[31] = 350
order[32] = 351
order[33] = 140
order[34] = 303
order[35] = 537
order[36] = 336
order[37] = 625
order[38] = 229
order[39] = 232
order[40] = 54
order[41] = 465
order[42] = 38
order[43] = 152
order[44] = 63
order[45] = 64
order[46] = 40
order[47] = 193
order[48] = 192
order[49] = 126
order[50] = 60
order[51] = 15
order[52] = 218
order[53] = 220
order[54] = 221
order[55] = 222
order[56] = 423
order[57] = 44
order[58] = 640
order[59] = 235
order[60] = 236
order[61] = 0
fix.Group.__init__(self, 146, 55, order)
class NoSecurityAltID(fix.Group):
def __init__(self):
order = fix.IntArray(3)
order[0] = 455
order[1] = 456
order[2] = 0
fix.Group.__init__(self, 454, 455, order)
class NoStipulations(fix.Group):
def __init__(self):
order = fix.IntArray(3)
order[0] = 233
order[1] = 234
order[2] = 0
fix.Group.__init__(self, 232, 233, order)
class Quote(Message):
def __init__(self):
Message.__init__(self)
self.getHeader().setField( fix.MsgType("S") )
class NoPartyIDs(fix.Group):
def __init__(self):
order = fix.IntArray(5)
order[0] = 448
order[1] = 447
order[2] = 452
order[3] = 523
order[4] = 0
fix.Group.__init__(self, 453, 448, order)
class NoSecurityAltID(fix.Group):
def __init__(self):
order = fix.IntArray(3)
order[0] = 455
order[1] = 456
order[2] = 0
fix.Group.__init__(self, 454, 455, order)
class SettlementInstructions(Message):
def __init__(self):
Message.__init__(self)
self.getHeader().setField( fix.MsgType("T") )
class NoPartyIDs(fix.Group):
def __init__(self):
order = fix.IntArray(5)
order[0] = 448
order[1] = 447
order[2] = 452
order[3] = 523
order[4] = 0
fix.Group.__init__(self, 453, 448, order)
class MarketDataRequest(Message):
def __init__(self):
Message.__init__(self)
self.getHeader().setField( fix.MsgType("V") )
class NoMDEntryTypes(fix.Group):
def __init__(self):
order = fix.IntArray(2)
order[0] = 269
order[1] = 0
fix.Group.__init__(self, 267, 269, order)
class NoRelatedSym(fix.Group):
def __init__(self):
order = fix.IntArray(34)
order[0] = 55
order[1] = 65
order[2] = 48
order[3] = 22
order[4] = 454
order[5] = 460
order[6] = 461
order[7] = 167
order[8] = 200
order[9] = 541
order[10] = 224